I wear a helmet but never pads. The helmet thing is not a big deal to me as I wear one daily/year round on horseback. Just began wearing one for snowboarding 3 seasons ago; never wore one in the early years. I do like the extra warmth it provides.
However since a rather stunning late-in-the-day-fatigued heel edge slam at slow speed on an icy flat last season, I'm considering sacrum/coccyx protection for those super icy days just in case. That pain is too excruciating.